Well "better" is a matter of taste in this case. Personally I don't see any harm in combining the two, I would probably make sure your refugium area is down stream of your protein skimmer however.
There's something to be said about separating them as well, because you can adjust the flow through your refugium as you see fit. However the downside is you need more plumbing.
I perfer keeping them seperate if you can. This way if you decide the fuge should be removed later, to replace the SB or W/E then you can easily remove it from the system. JMO
i like mine separate because i enjoy looking at my refuge sometimes as much as my tank. i have a sump that has a section i converted into a refuge so technically i have two but the one in my sump is on alternate light timing as compared to my tank for Co2 management. i don't know how much good it really does but it give me something to do. when i am up at night an my tank is dark i can look in my cabinet in my sump refuge and watch the critters and what not in there. sometimes i see some freaky sh#!